Two-parameter strong laws and maximal inequalities forU-statistics

DOI10.1017/S0308210500029401zbMath0631.60033OpenAlexW2331764221MaRDI QIDQ3768086

Terry R. McConnell

Publication date: 1987

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0308210500029401

zbMATH Keywords

inequalitiesasymptotic behaviorU- statisticstwo-parameter convergence in the strong law of large numbers

Mathematics Subject Classification ID

Random fields (60G60) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (7)

Necessary and sufficient conditions for the strong law of large numbers for \(U\)-statistics. ⋮ Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics ⋮ Maximal inequalities and convergence results for generalized U- statistics ⋮ Marcinkiewicz-type strong laws for partially exchangeable arrays ⋮ . strong law of large numbers for \(U\)-statistics ⋮ Sectorial convergence of \(U\)-statistics ⋮ Resampling \(U\)-statistics using \(p\)-stable laws

Cites Work

• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Martingales with a countable filtering index set
• Representations for partially exchangeable arrays of random variables
• Conditional generalizations of strong laws which conclude the partial sums converge almost surely
• Sums of independent random variables on partially ordered sets
• Invariance principles for von Mises and U-statistics
• Moments of the maximum of normed partial sums of random variables with multidimensional indices
• Maximal inequalities as necessary conditions for almost everywhere convergence
• A Class of Statistics with Asymptotically Normal Distribution

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